Berlin / San Francisco / Redwood City / Springer-Verlag / New York / /
Company
Holden-Day Inc. / Cambridge University Press / ACM Inc. / Addison-Wesley Publishing Co. Inc. / /
Country
Germany / /
Currency
USD / / /
Facility
Courant Institute of Mathematical Sciences / Multivariate Autoregressive Models TAPIO SCHNEIDER New York University / New York University / /
IndustryTerm
lagged residual cross-products / stepwise least squares algorithm / online help function / online documentation / /
Movie
A. I. / /
Organization
Cambridge University / New York University / ARNOLD NEUMAIER Universität Wien ARFIT / Institute for Mathematics / Universität Wien / Courant Institute of Mathematical Sciences / /
Person
Geoff Miller / ARNOLD NEUMAIER / /
Position
Editor / General / /
Product
A-1090 / /
ProgrammingLanguage
R / /
ProvinceOrState
California / New York / /
Technology
implemented algorithms / Av / Simulation / stepwise least squares algorithm / /
Algorithm 808: ARFIT—A Matlab Package for the Estimation of Parameters and Eigenmodes of Multivariate Autoregressive Models TAPIO SCHNEIDER New York University